Asymptotic Distribution and Finite-Sample Bias Correction of QML Estimators for Spatial Dependence Model

• المؤلفون الرئيسيون: LIU, Shew Fan, YANG, Zhenlin
• التنسيق: text
• اللغة: English
• منشور في: Institutional Knowledge at Singapore Management University 2014
• الموضوعات: Asymptotics; Bias Correction; Bootstrap; Concentrated estimating equation; Monte Carlo; Spatial layout; Stochastic expansion; Econometrics
• الوصول للمادة أونلاين: https://ink.library.smu.edu.sg/soe_research/1599; https://ink.library.smu.edu.sg/context/soe_research/article/2598/viewcontent/15_2014.pdf
• المؤسسة: Singapore Management University

In studying the asymptotic and finite-sample properties of quasi-maximum likelihood (QML) estimators for the spatial linear regression models, much attention has been paid to the spatial lag dependence (SLD) model; little has been given to its companion, the spatial error dependence (SED) model. In...